+2,037.8%
STM vs RRX
+2,410.8%
-372.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.8% |
| 7D | +12.0% | +4.3% | +7.7% | +9.5% |
| 30D | -0.4% | +12.3% | -12.7% | -6.1% |
| 3M | -13.2% | +3.7% | -16.8% | -14.4% |
| 6M | -26.1% | -13.9% | -12.2% | -19.7% |
| YTD | +81.2% | +26.5% | +54.7% | +58.0% |
| 1Y | +98.3% | +29.3% | +69.0% | +70.1% |
| 3Y | +16.7% | +65.6% | -48.8% | -16.8% |
| 5Y | -4.8% | +10.6% | -15.5% | -17.8% |
| 10Y | +468.8% | +202.9% | +265.9% | +182.4% |
| All | +2,037.8% | +2,410.8% | -372.9% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling